Re: [R] Matrix-vector multiplication without loops

2006-11-15 Thread Richard Graham 
On 11/14/06, Ravi Varadhan [EMAIL PROTECTED] wrote:
 I am trying to do the following computation:

   p - rep(0, n)
   coef - runif(K+1)
   U - matrix(runif(n*(2*K+1)), n, 2*K+1)
   for (i in 0:K){
   for (j in 0:K){
   p - p + coef[i+1]* coef[j+1] * U[,i+j+1]
   } }

 I would appreciate any suggestions on how to perform this computation
 efficiently without the for loops?

This kicks butt on my machine:

p - as.vector(U %*% convolve(coef,rev(coef),type=open))

HTH!

Richard Graham
JHU '84 EECS

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Re: [R] Matrix-vector multiplication without loops

2006-11-14 Thread Dimitris Rizopoulos 
I think you need something along these lines:

ind - c(sapply(1:(K+1), seq, length = K + 1))
cf1 - rep(rep(coef, each = n), K + 1)
cf2 - rep(rep(coef, each = n), each = K + 1)
rowSums(cf1 * cf2 * U[, ind])


I hope it helps.

Best,
Dimitris


Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/(0)16/336899
Fax: +32/(0)16/337015
Web: http://med.kuleuven.be/biostat/
 http://www.student.kuleuven.be/~m0390867/dimitris.htm


- Original Message - 
From: Ravi Varadhan [EMAIL PROTECTED]
To: r-help@stat.math.ethz.ch
Sent: Tuesday, November 14, 2006 4:45 PM
Subject: [R] Matrix-vector multiplication without loops


 Hi,



 I am trying to do the following computation:



  p - rep(0, n)

  coef - runif(K+1)

  U - matrix(runif(n*(2*K+1)), n, 2*K+1)

  for (i in 0:K){

  for (j in 0:K){

  p - p + coef[i+1]* coef[j+1] * U[,i+j+1]

  } }



 I would appreciate any suggestions on how to perform this 
 computation
 efficiently without the for loops?



 Thank you,

 Ravi.

 
 ---

 Ravi Varadhan, Ph.D.

 Assistant Professor, The Center on Aging and Health

 Division of Geriatric Medicine and Gerontology

 Johns Hopkins University

 Ph: (410) 502-2619

 Fax: (410) 614-9625

 Email: [EMAIL PROTECTED]

 Webpage: 
 http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html



 
 




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[R] Matrix-vector multiplication without loops

2006-11-14 Thread Ravi Varadhan 
Hi,

 

I am trying to do the following computation:

 

  p - rep(0, n)

  coef - runif(K+1)

  U - matrix(runif(n*(2*K+1)), n, 2*K+1)

  for (i in 0:K){

  for (j in 0:K){

  p - p + coef[i+1]* coef[j+1] * U[,i+j+1]

  } }

 

I would appreciate any suggestions on how to perform this computation
efficiently without the for loops?

 

Thank you,

Ravi.


---

Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology 

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: [EMAIL PROTECTED]

Webpage:  http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html

 




 


[[alternative HTML version deleted]]

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Re: [R] Matrix-vector multiplication without loops

2006-11-14 Thread Christos Hatzis 
Ravi,

Here is another version, somewhat similar to what Dimitris proposed but
without using 'rep'.  For large n, K 'rep' tries allocating two vectors,
each of length n*(K+1)^2, which can be a problem.  In this version 'outer'
buys you some efficiency and compactness, but your looping version is
faster.

n - 1000
K - 1000
p - rep(0, n)
cf - runif(K+1)
U - matrix(runif(n*(2*K+1)), n, 2*K+1)

# original code
system.time(
{
for (i in 0:K)
for (j in 0:K)
p - p + cf[i+1]* cf[j+1] * U[,i+j+1]
p.1 - p
} )

# 'vectorized'
system.time(
{
ind - sapply(1:(K+1), seq, length = K+1)
cc - outer(cf,cf)
p.2 - apply(U, 1, FUN=function(u) sum(cc * u[ind]))
} )


all.equal(p.1, p.2)
rm(n,K,p,U,cf,cc,ind,p.1,p.2) 

-Christos

Christos Hatzis, Ph.D.
Nuvera Biosciences, Inc.
400 West Cummings Park
Suite 5350
Woburn, MA 01801
Tel: 781-938-3830
www.nuverabio.com
 


-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Dimitris Rizopoulos
Sent: Tuesday, November 14, 2006 11:20 AM
To: Ravi Varadhan
Cc: r-help@stat.math.ethz.ch
Subject: Re: [R] Matrix-vector multiplication without loops

I think you need something along these lines:

ind - c(sapply(1:(K+1), seq, length = K + 1))
cf1 - rep(rep(coef, each = n), K + 1)
cf2 - rep(rep(coef, each = n), each = K + 1)
rowSums(cf1 * cf2 * U[, ind])


I hope it helps.

Best,
Dimitris


Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/(0)16/336899
Fax: +32/(0)16/337015
Web: http://med.kuleuven.be/biostat/
 http://www.student.kuleuven.be/~m0390867/dimitris.htm


- Original Message -
From: Ravi Varadhan [EMAIL PROTECTED]
To: r-help@stat.math.ethz.ch
Sent: Tuesday, November 14, 2006 4:45 PM
Subject: [R] Matrix-vector multiplication without loops


 Hi,



 I am trying to do the following computation:



  p - rep(0, n)

  coef - runif(K+1)

  U - matrix(runif(n*(2*K+1)), n, 2*K+1)

  for (i in 0:K){

  for (j in 0:K){

  p - p + coef[i+1]* coef[j+1] * U[,i+j+1]

  } }



 I would appreciate any suggestions on how to perform this 
 computation
 efficiently without the for loops?



 Thank you,

 Ravi.



 ---

 Ravi Varadhan, Ph.D.

 Assistant Professor, The Center on Aging and Health

 Division of Geriatric Medicine and Gerontology

 Johns Hopkins University

 Ph: (410) 502-2619

 Fax: (410) 614-9625

 Email: [EMAIL PROTECTED]

 Webpage: 
 http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html





 




 [[alternative HTML version deleted]]

 __
 R-help@stat.math.ethz.ch mailing list
 https://stat.ethz.ch/mailman/listinfo/r-help
 PLEASE do read the posting guide 
 http://www.R-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.
 


Disclaimer: http://www.kuleuven.be/cwis/email_disclaimer.htm

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Re: [R] Matrix-vector multiplication without loops

2006-11-14 Thread Ravi Varadhan 
In my case, I have n  K so the loop solution is faster than the solutions
proposed by Christos and Dimitris.

In any case, I would like to thank Christos and Dimitris for their
solutions.

Best,
Ravi.


---

Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology 

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: [EMAIL PROTECTED]

Webpage:  http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html

 





-Original Message-
From: Christos Hatzis [mailto:[EMAIL PROTECTED] 
Sent: Tuesday, November 14, 2006 2:49 PM
To: 'Dimitris Rizopoulos'; 'Ravi Varadhan'
Cc: r-help@stat.math.ethz.ch
Subject: RE: [R] Matrix-vector multiplication without loops

Ravi,

Here is another version, somewhat similar to what Dimitris proposed but
without using 'rep'.  For large n, K 'rep' tries allocating two vectors,
each of length n*(K+1)^2, which can be a problem.  In this version 'outer'
buys you some efficiency and compactness, but your looping version is
faster.

n - 1000
K - 1000
p - rep(0, n)
cf - runif(K+1)
U - matrix(runif(n*(2*K+1)), n, 2*K+1)

# original code
system.time(
{
for (i in 0:K)
for (j in 0:K)
p - p + cf[i+1]* cf[j+1] * U[,i+j+1]
p.1 - p
} )

# 'vectorized'
system.time(
{
ind - sapply(1:(K+1), seq, length = K+1)
cc - outer(cf,cf)
p.2 - apply(U, 1, FUN=function(u) sum(cc * u[ind]))
} )


all.equal(p.1, p.2)
rm(n,K,p,U,cf,cc,ind,p.1,p.2) 

-Christos

Christos Hatzis, Ph.D.
Nuvera Biosciences, Inc.
400 West Cummings Park
Suite 5350
Woburn, MA 01801
Tel: 781-938-3830
www.nuverabio.com
 


-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Dimitris Rizopoulos
Sent: Tuesday, November 14, 2006 11:20 AM
To: Ravi Varadhan
Cc: r-help@stat.math.ethz.ch
Subject: Re: [R] Matrix-vector multiplication without loops

I think you need something along these lines:

ind - c(sapply(1:(K+1), seq, length = K + 1))
cf1 - rep(rep(coef, each = n), K + 1)
cf2 - rep(rep(coef, each = n), each = K + 1)
rowSums(cf1 * cf2 * U[, ind])


I hope it helps.

Best,
Dimitris


Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/(0)16/336899
Fax: +32/(0)16/337015
Web: http://med.kuleuven.be/biostat/
 http://www.student.kuleuven.be/~m0390867/dimitris.htm


- Original Message -
From: Ravi Varadhan [EMAIL PROTECTED]
To: r-help@stat.math.ethz.ch
Sent: Tuesday, November 14, 2006 4:45 PM
Subject: [R] Matrix-vector multiplication without loops


 Hi,



 I am trying to do the following computation:



  p - rep(0, n)

  coef - runif(K+1)

  U - matrix(runif(n*(2*K+1)), n, 2*K+1)

  for (i in 0:K){

  for (j in 0:K){

  p - p + coef[i+1]* coef[j+1] * U[,i+j+1]

  } }



 I would appreciate any suggestions on how to perform this 
 computation
 efficiently without the for loops?



 Thank you,

 Ravi.



 ---

 Ravi Varadhan, Ph.D.

 Assistant Professor, The Center on Aging and Health

 Division of Geriatric Medicine and Gerontology

 Johns Hopkins University

 Ph: (410) 502-2619

 Fax: (410) 614-9625

 Email: [EMAIL PROTECTED]

 Webpage: 
 http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html





 




 [[alternative HTML version deleted]]

 __
 R-help@stat.math.ethz.ch mailing list
 https://stat.ethz.ch/mailman/listinfo/r-help
 PLEASE do read the posting guide 
 http://www.R-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.
 


Disclaimer: http://www.kuleuven.be/cwis/email_disclaimer.htm

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.